Gelatin-based hydrogels are exploited in a variety of fields, including food, pharmaceuticals, medical, and cosmetics, due to their biocompatibility, versatility, and availability. Gelatin’s use is, although, hampered by its poor thermal stability at physiological temperature, and a cross-linking treatment is often necessary to improve its stability against dissolution. Glutaraldehyde is the most used cross-linking agent, but its use in the biomedical field has raised some toxicity issues. Glyceraldehyde was proposed as a more biocompatible alternative, but the reaction conditions and its effect on the hydrogel properties are still unclear. We explored different experimental conditions using glutaraldehyde and glyceraldehyde by varying cross-linker concentration and solvent composition. We characterized the amount of reacted amines, swelling, and dissolution behavior of the hydrogels. The morphology and the nanoscale structure were also investigated, as well as hydrogel deformation upon compression. The release of a model drug through the hydrogel matrix was finally investigated. We demonstrated that by changing the cross-linker type and amount, we can tune the cross-linking extent, the dissolution behavior, the micro- and nanostructure, and the mechanical properties of gelatin hydrogels, highlighting the most appropriate experimental conditions to substitute potentially toxic cross-linking agents.